Share price$44.11
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:52:14.279Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T14:52:13.905917082Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.40 | 136.9% | 27.3% | |||
| 25Δ | 36.84 | 126.8% | 22.8% | |||
| 30Δ | 54.27 | 106.8% | 28.0% | 39.29 | 112.5% | 18.1% |
| 35Δ | 52.24 | 108.3% | 24.7% | 41.27 | 110.9% | 15.5% |
| 40Δ | 50.20 | 109.7% | 21.3% | 43.07 | 114.7% | 14.0% |
| 45Δ | 48.31 | 109.1% | 18.4% | 44.87 | 118.5% | 12.4% |
| 50Δ | 46.43 | 108.3% | 15.5% | 46.77 | 117.5% | 10.7% |
| 55Δ | 44.61 | 107.4% | 12.9% | 48.67 | 116.2% | 9.0% |
| 60Δ | 42.95 | 105.8% | 10.8% | 50.69 | 115.2% | 7.4% |
| 65Δ | 41.29 | 104.3% | 8.7% | 52.97 | 115.1% | 6.1% |
| 70Δ | 39.63 | 102.5% | 6.8% | |||
| 75Δ | 37.99 | 100.3% | 5.4% | |||
| 80Δ | 36.35 | 98.1% | 4.0% | |||
No recorded observations